+614.6%
VLO vs ETR
+122.8%
+491.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.8% |
| 7D | +6.2% | +0.4% | +5.9% | +6.2% |
| 30D | +23.5% | +2.0% | +21.5% | +23.0% |
| 3M | +53.9% | -1.7% | +55.5% | +54.1% |
| 6M | +81.7% | +3.6% | +78.1% | +79.6% |
| YTD | +142.5% | +18.0% | +124.4% | +132.4% |
| 1Y | +145.4% | +26.2% | +119.2% | +131.3% |
| 3Y | +197.3% | +148.0% | +49.3% | +132.4% |
| 5Y | +614.6% | +126.1% | +488.5% | +460.0% |
| All | +614.6% | +122.8% | +491.8% | +460.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling